-15.3%
WDAY vs NSC
+20.4%
-35.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.3% |
| 7D | -4.4% | -5.5% | +1.2% | -5.6% |
| 30D | +14.7% | -3.2% | +18.0% | +13.9% |
| 3M | +32.4% | +7.7% | +24.7% | +34.9% |
| 6M | +36.9% | +4.5% | +32.4% | +41.4% |
| YTD | -8.8% | +15.6% | -24.4% | -8.2% |
| 1Y | -15.3% | +19.8% | -35.1% | -18.1% |
| All | -15.3% | +20.4% | -35.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NSC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling